回测周期: 2024-05-28 04:30:00+00:00 至 2026-02-19 11:00:00+00:00
| 开仓时间 | 平仓时间 | 方向 | 开仓价 | 平仓价 | 数量 | 仓位金额 | 保证金 | 手续费 | 盈亏 | 平仓原因 |
|---|---|---|---|---|---|---|---|---|---|---|
| 2024-06-14 21:00:00+00:00 | 2024-06-15 10:30:00+00:00 | 做多 | 3479.58 | 3537.70 | 2.3279 | 8100.00 | 405.00 | 6.53 | 2702.62 | signal |
| 2024-08-06 14:30:00+00:00 | 2024-08-06 19:30:00+00:00 | 做多 | 2522.39 | 2491.36 | 4.0781 | 10286.50 | 514.32 | 8.18 | -2534.92 | signal |
| 2024-11-06 00:30:00+00:00 | 2024-11-06 03:00:00+00:00 | 做多 | 2484.00 | 2600.75 | 3.3132 | 8229.88 | 411.49 | 6.74 | 7732.64 | take_profit |
| 2024-11-09 05:30:00+00:00 | 2024-11-09 12:00:00+00:00 | 做多 | 3040.10 | 3041.71 | 4.7665 | 14490.65 | 724.53 | 11.60 | 147.68 | signal |
| 2024-11-12 08:30:00+00:00 | 2024-11-12 10:00:00+00:00 | 做多 | 3426.36 | 3334.53 | 4.2627 | 14605.58 | 730.28 | 11.53 | -7834.58 | signal |
| 2024-12-11 02:30:00+00:00 | 2024-12-11 20:00:00+00:00 | 做多 | 3651.46 | 3823.08 | 2.2607 | 8254.84 | 412.74 | 6.76 | 7756.09 | take_profit |
| 2024-12-20 13:30:00+00:00 | 2024-12-20 19:00:00+00:00 | 做多 | 3296.12 | 3451.04 | 4.4096 | 14534.60 | 726.73 | 11.90 | 13656.44 | take_profit |
| 2025-01-15 13:30:00+00:00 | 2025-01-15 20:00:00+00:00 | 做多 | 3297.01 | 3451.97 | 7.7621 | 25591.60 | 1279.58 | 20.95 | 24045.39 | take_profit |
| 2025-01-19 13:30:00+00:00 | 2025-01-19 17:00:00+00:00 | 做多 | 3276.29 | 3430.28 | 13.7534 | 45060.08 | 2253.00 | 36.90 | 42337.60 | take_profit |
| 2025-02-25 11:30:00+00:00 | 2025-02-26 03:30:00+00:00 | 做多 | 2432.39 | 2489.78 | 32.6177 | 79338.93 | 3966.95 | 64.22 | 37406.10 | signal |
| 2025-03-04 17:00:00+00:00 | 2025-03-04 21:00:00+00:00 | 做多 | 2119.59 | 2219.21 | 51.7139 | 109612.16 | 5480.61 | 89.75 | 102989.53 | take_profit |
| 2025-05-09 07:30:00+00:00 | 2025-05-09 08:30:00+00:00 | 做多 | 2363.81 | 2474.91 | 81.6471 | 192998.17 | 9649.91 | 158.03 | 181337.45 | take_profit |
| 2025-05-12 07:00:00+00:00 | 2025-05-12 11:30:00+00:00 | 做多 | 2597.69 | 2529.34 | 130.8158 | 339818.97 | 16990.95 | 268.28 | -178957.59 | signal |
| 2025-08-04 13:30:00+00:00 | 2025-08-04 23:30:00+00:00 | 做多 | 3619.62 | 3719.42 | 53.8049 | 194753.22 | 9737.66 | 157.95 | 107314.49 | signal |
| 2025-08-08 13:30:00+00:00 | 2025-08-08 22:00:00+00:00 | 做多 | 3998.95 | 4029.51 | 70.4222 | 281614.86 | 14080.74 | 226.15 | 42928.54 | signal |
| 2025-08-12 12:30:00+00:00 | 2025-08-12 20:00:00+00:00 | 做多 | 4404.92 | 4611.95 | 71.8051 | 316295.73 | 15814.79 | 258.98 | 297185.53 | take_profit |
| 2025-08-20 15:00:00+00:00 | 2025-08-20 23:30:00+00:00 | 做多 | 4296.53 | 4334.50 | 129.6194 | 556913.53 | 27845.68 | 447.50 | 98208.22 | signal |
| 2025-08-22 14:00:00+00:00 | 2025-08-22 17:00:00+00:00 | 做多 | 4576.15 | 4791.23 | 139.0430 | 636281.75 | 31814.09 | 520.99 | 597838.37 | take_profit |
| 2025-08-26 01:30:00+00:00 | 2025-08-26 23:00:00+00:00 | 做多 | 4418.83 | 4626.52 | 253.5342 | 1120324.67 | 56016.23 | 917.32 | 1052636.00 | take_profit |
| 2025-09-30 19:30:00+00:00 | 2025-10-01 03:30:00+00:00 | 做多 | 4158.48 | 4126.84 | 474.3553 | 1972596.85 | 98629.84 | 1572.07 | -300955.04 | signal |
| 2025-10-11 02:30:00+00:00 | 2025-10-11 19:00:00+00:00 | 做多 | 3839.04 | 3766.22 | 450.1605 | 1728184.14 | 86409.21 | 1369.44 | -656291.90 | signal |
| 2025-10-12 14:30:00+00:00 | 2025-10-12 16:30:00+00:00 | 做多 | 3973.44 | 4160.19 | 301.0056 | 1196027.77 | 59801.39 | 979.31 | 1123765.20 | take_profit |
| 2025-11-04 23:30:00+00:00 | 2025-11-05 17:00:00+00:00 | 做多 | 3285.28 | 3439.69 | 641.0078 | 2105890.07 | 105294.50 | 1724.30 | 1978654.72 | take_profit |
| 2025-11-13 23:00:00+00:00 | 2025-11-14 11:30:00+00:00 | 做多 | 3252.36 | 3142.93 | 1140.0700 | 3707918.08 | 185395.90 | 2916.43 | -2496590.48 | signal |
| 2025-11-14 14:30:00+00:00 | 2025-11-14 20:30:00+00:00 | 做多 | 3197.85 | 3136.22 | 526.7534 | 1684478.43 | 84223.92 | 1334.60 | -649937.07 | signal |
| 2025-11-21 13:00:00+00:00 | 2025-11-22 04:00:00+00:00 | 做多 | 2735.37 | 2735.35 | 423.1543 | 1157483.63 | 57874.18 | 925.98 | -632.25 | signal |
| 2026-02-03 20:30:00+00:00 | 2026-02-04 09:30:00+00:00 | 做多 | 2298.93 | 2259.89 | 503.1021 | 1156596.48 | 57829.82 | 917.42 | -393276.89 | signal |
| 2026-02-06 01:00:00+00:00 | 2026-02-06 14:30:00+00:00 | 做多 | 1895.95 | 1985.06 | 441.8194 | 837667.46 | 41883.37 | 685.88 | 787056.60 | take_profit |